Research Output per year
Personal profile
Biography
Ruben Loaiza-Maya is a Research Fellow in the Department of Econometrics and Business Statistics. He completed his doctoral studies in econometrics at the University of Melbourne and his undergraduate degree in economics at the Universidad Nacional de Colombia (Medellin).
His research interests include:
Copula Modelling; Bayesian Estimation Methods; Time Series Analysis; Macroeconomic and Financial Forecasting;
Network
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Research Output 2015 2019
- 6 Article
Variational Bayes estimation of discrete-margined copula models with application to time series
Loaiza-Maya, R. & Smith, M. S., 14 Jan 2019, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 52 p.Research output: Contribution to journal › Article › Research › peer-review
Real-time macroeconomic forecasting with a heteroskedastic inversion copula
Loaiza-Maya, R. & Smith, M. S., Aug 2018, (Accepted/In press) In : Journal of Business and Economic Statistics. 37 p.Research output: Contribution to journal › Article › Research › peer-review
Time series copulas for heteroskedastic data
Loaiza-Maya, R., Smith, M. S. & Maneesoonthorn, W., 1 Apr 2018, In : Journal of Applied Econometrics. 33, 3, p. 332-354 23 p.Research output: Contribution to journal › Article › Research › peer-review
Bayesian combination for inflation forecasts: the effects of a prior based on central banks’ estimates
Melo, L. F., Loaiza, R. A. & Villamizar-Villegas, M., 1 Sep 2016, In : Economic Systems. 40, 3, p. 387-397 11 p.Research output: Contribution to journal › Article › Research › peer-review
Exchange rate contagion in Latin America
Loaiza-Maya, R. A., Gomez-Gonzales, J. E. & Melo-Velandia, L. F., 1 May 2015, In : Research in International Business and Finance. 34, p. 355-367 13 p.Research output: Contribution to journal › Article › Research › peer-review